+309.5%
BKR vs EWZ
+446.0%
-136.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.3% | -7.9% | -7.3% |
| 7D | -6.7% | +1.1% | -7.8% | -7.2% |
| 30D | -8.3% | +13.5% | -21.8% | -14.1% |
| 3M | -5.4% | +15.2% | -20.6% | -12.2% |
| 6M | +0.8% | +3.7% | -2.9% | -1.7% |
| YTD | +31.8% | +22.5% | +9.3% | +18.0% |
| 1Y | +28.6% | +35.3% | -6.7% | +9.4% |
| 3Y | +71.2% | +50.2% | +21.0% | +35.8% |
| 5Y | +179.2% | +64.6% | +114.7% | +105.7% |
| 10Y | +124.0% | +95.0% | +28.9% | +38.1% |
| All | +309.5% | +446.0% | -136.5% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling